+categories (level 1)

categories (level 1)

- Early termination - Operational (valuation) risks

Regulation (EU) 575/2013 , Article 325u and RTS on Residual Risk Add-on (Regulation (EU) 2022/2328) – comprises the broad categories of risks arising from instruments with exotic underlying and residual risk of instruments bearing other residual risks

Residual risk Relevant legal references for capital treatment > Post-FRTB – Alternative Standardised Approach Regulation (EU) 575/2013, Part Three, Title IV, Chapter 1a, Section 4 – Article 325u

Market risk: Model Regulation (EU) 575/2013, Article 4(1), point (52b)

1. Panoramica

Titolo	Regolamentazione

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti
Fonte	Requisito

3. Standard correlati

Standard
Fonte	Requisito

EBA - Published by the European Banking Authority at https://www.eba.europa.eu/